Search and Poll

Using a Search Method

In addition to polling the mesh points, the pattern search algorithm
can perform an optional step at every iteration, called search.
At each iteration, the search step applies another optimization method
to the current point. If this search does not improve the current
point, the poll step is performed.

The following example illustrates the use of a search method
on the problem described in Linearly Constrained Problem. To set up
the example, enter the following commands at the MATLAB® prompt
to define the initial point and constraints.

fminsearch is not as closely tied to coordinate directions as
the default GPS patternsearch poll method. Therefore,
fminsearch is more efficient at getting close to the
minimum of Rosenbrock's function. Adding the search method in this case is
effective.